16-Jan-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ACCO	Business Support Supplies - NEC	LONG	6.70	-2.62	HOLD
ALJ	Petroleum Refining	LONG	15.84	0.32	HOLD
AVA	Multiline Utilities - NEC	LONG	28.31	0.18	HOLD
AVD	Agricultural Chemicals - NEC	LONG	24.00	1.69	HOLD
BAC	Banks - NEC	SHORT	17.08	-0.41	HOLD
BHP	Integrated Mining	SHORT	66.89	2.99	HOLD
BLT	Integrated Mining	LONG	13.40	-0.67	HOLD
CEC	Food Retail & Distribution - NEC	LONG	54.76	13.07	HOLD
CEF	Investment Trusts	SHORT	13.62	-0.15	HOLD
CUK	Hotels, Motels & Cruise Lines - NEC	SHORT	42.46	-0.14	HOLD
DENN	Restaurants & Bars - NEC	LONG	7.10	-0.70	HOLD
ESI	Educational Services	LONG	41.77	2.43	HOLD
GG	Integrated Mining	SHORT	22.31	0.59	HOLD
HSBC	Commercial Banks	SHORT	55.39	-0.91	HOLD
ISBC	Retail & Mortgage Banks	SHORT	25.44	-0.12	HOLD
KOP	Commodity Chemicals - NEC	LONG	44.86	0.13	HOLD
KRNY	Commercial Banks	SHORT	11.65	-1.27	HOLD
LNG	Natural Gas Pipeline	SHORT	46.50	1.20	HOLD
MT	Steel - NEC	SHORT	17.60	1.79	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	68.90	1.07	HOLD
MYE	Plastic Container & Packaging	LONG	19.99	0.00	HOLD
NJR	Natural Gas Distribution	LONG	45.46	0.22	HOLD
NP	Paper Mills & Products	LONG	44.61	1.76	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.78	1.16	HOLD
OMX	Office Supplies Wholesale	LONG	15.26	0.00	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.91	-0.72	HOLD
PSA	Self-Storage REITs	SHORT	156.01	0.63	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.39	-0.13	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.11	0.92	HOLD
SCSS	Furniture	LONG	16.69	0.30	HOLD
SLV	Investment Trusts	SHORT	19.33	-0.36	HOLD
STC	Property Insurance	LONG	33.44	0.06	HOLD
STM	Semiconductors - NEC	SHORT	8.01	-0.87	HOLD
TFSL	Banks - NEC	SHORT	11.78	-1.01	HOLD
TKC	Wireless Telecom	SHORT	12.65	-2.17	HOLD
TMP	Banks - NEC	SHORT	49.30	-0.68	HOLD
TS	Construction & Engineering - NEC	SHORT	43.98	-0.41	HOLD
V	Business Support Services - NEC	SHORT	221.77	-0.89	HOLD
VALE	Steel - NEC	SHORT	13.79	-0.07	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	60.37	-0.30	HOLD
WNC	Heavy Trucks	LONG	13.99	0.72	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.89
SHORTS				-0.01
TOTAL				0.91
S&P 500				-0.14
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	1304.38	307.84	-39.58	0.49	3.79
S&P 500	48.29	5.46	-18.61	2.68	0.79